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Year of publication
Subject
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Continuous distribution 83 Stetige Verteilung 83 Theorie 34 Theory 34 Forecasting model 16 Prognoseverfahren 16 Density function 9 density function 9 Estimation 8 Schätzung 8 Estimation theory 7 Risikomaß 7 Risk measure 7 Schätztheorie 7 USA 7 United States 7 Nichtparametrisches Verfahren 6 Nonparametric statistics 6 Statistical distribution 6 Statistische Verteilung 6 Welt 6 World 6 ARCH model 5 ARCH-Modell 5 Consumer price index 5 Einkommensverteilung 5 Großbritannien 5 Income distribution 5 Modellierung 5 Scientific modelling 5 Stochastic process 5 Stochastischer Prozess 5 United Kingdom 5 Verbraucherpreisindex 5 Agglomeration effect 4 Agglomerationseffekt 4 Arbeitsproduktivität 4 Artists 4 Börsenkurs 4 CAPM 4
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Online availability
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Free 52 Undetermined 26 CC license 1
Type of publication
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Book / Working Paper 56 Article 46
Type of publication (narrower categories)
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Graue Literatur 41 Non-commercial literature 41 Arbeitspapier 33 Working Paper 33 Article in journal 30 Aufsatz in Zeitschrift 30 Hochschulschrift 8 Aufsatz im Buch 6 Book section 6 Thesis 6 Collection of articles written by one author 3 Sammlung 3 Aufsatzsammlung 1 Collection of articles of several authors 1 Sammelwerk 1
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Language
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English 89 Undetermined 10 German 2 Spanish 1
Author
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Borowiecki, Karol Jan 4 Dixon, Huw 4 Racine, Jeffrey 4 Tian, Kun 4 Van Keilegom, Ingrid 4 Bassetti, Federico 3 Casarin, Roberto 3 Ganics, Gergely 3 Lillestøl, Jostein 3 Marczak, Martyna 3 Mazzi, Gian Luigi 3 Nadarajah, Saralees 3 Proietti, Tommaso 3 Ravazzolo, Francesco 3 Rossi, Barbara 3 Sekhposyan, Tatevik 3 Sinding-Larsen, Richard 3 Banerjee, Anirban 2 Dagsvik, John K. 2 Growiec, Jakub 2 Jia, Zhiyang 2 Otneim, Håkon 2 Sarkar, Sahadeb 2 Scharfenaker, Ellis 2 Semieniuk, Gregor 2 Tjostheim, Dag 2 Vatne, Bjørn Helge 2 Vijverberg, Wim P. M. 2 Wright, Jonathan H. 2 Zhu, Weizheng 2 Adusumilli, Karun 1 Ailawadi, Satish 1 Almeida, Rui Jorge 1 Arekar, Kirti 1 Aycinena, Diego 1 Bakker, Alexander 1 Bandur, Agustinus 1 Barrio, Eustasio del 1 Baumgärtner, Stefan 1 Baştűrk, Nalan 1
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Institution
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International Monetary Fund (IMF) 2 Cowles Foundation for Research in Economics, Yale University 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Federal Reserve System / Division of Research and Statistics 1 Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne) 1 S. Hirzel Verlag <Stuttgart> 1 Trinity College Dublin / Department of Economics 1
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Published in...
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Discussion paper / Department of Business and Management Science 4 Applied economics 3 Annals of operations research ; volume 254, numbers 1/2 (July 2017) 2 ECON PhD dissertations 2 IMF Working Papers 2 International journal of central banking : IJCB 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Mathematics and Computers in Simulation (MATCOM) 2 NHH Dept. of Business and Management Science Discussion Paper 2 Oxford bulletin of economics and statistics 2 Statistics & Probability Letters 2 American economic journal : a journal of the American Economic Association 1 American journal of agricultural economics 1 Annals of the Institute of Statistical Mathematics 1 Applied financial economics 1 Banco de Espana Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 CREATES research paper 1 Cahiers de la Maison des Sciences Economiques 1 Cambridge working papers in economics 1 Cardiff economics working papers 1 Computational Economics 1 Computational probability applications 1 Cowles Foundation Discussion Papers 1 Decision 1 Department of Economics working paper series / McMaster University, Department of Economics 1 Discussion Papers of Business and Economics, 13/2013, University of Southern Denmark 1 Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit 1 Discussion paper series / IZA 1 Discussion paper series / University of Heidelberg, Department of Economics 1 Discussion papers / CEPR 1 Discussion papers on business and economics 1 Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía 1 Dresdner Beiträge zu quantitativen Verfahren 1 ECARES working paper 1 ERIM report series research in management 1 Econometrics papers 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Essays in honor of Joon Y. Park : econometric theory 1
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Source
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ECONIS (ZBW) 87 RePEc 15
Showing 1 - 50 of 102
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Essays on semi-parametric modelling of time-varying probability distributions
Vallarino, Pierluigi - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014431203
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Conditional density function for surrogate scalar response
Boumahdi, Mounir; Ouassou, Idir; Rachdi, Mustapha - In: Statistics in transition : an international journal of … 24 (2023) 3, pp. 117-138
This paper presents the estimator of the conditional density function of surrogated scalar response variable given a functional random one. We construct a conditional density function by using the available (true) response data and the surrogate data. Then, we build up some asymptotic properties...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015052186
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Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 319-347). 2023
The author develops and extends the asymptotic F - and t -test theory in linear regression models where the regressors could be deterministic trends, unit-root processes, near-unit-root processes, among others. The author considers both the exogenous case where the regressors and the regression...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014313748
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From Fixed-Event to Fixed-Horizon Density Forecasts : Obtaining Measures of Multi-Horizon Uncertainty From Survey Density Forecasts
Ganics, Gergely - 2020
Surveys of Professional Forecasters produce precise and timely point forecasts for key macroeconomic variables. However, the accompanying density forecasts are not as widely utilized, and there is no consensus about their quality. This is partly because such surveys are often conducted for...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012844562
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From Fixed-event to Fixed-horizon Density Forecasts : Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts
Ganics, Gergely - 2020
Surveys of professional forecasters produce precise and timely point forecasts for key macroeconomic variables. However, the accompanying density forecasts are not as widely utilized, and there is no consensus about their quality. This is partly because such surveys are often conducted for...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012845698
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A smooth nonparametric, multivariate, mixed-data location-scale test
Racine, Jeffrey; Van Keilegom, Ingrid - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012050913
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Heterogeneous beliefs and the Phillips curve
Meeks, Roland; Monti, Francesca - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012201139
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Smooth cyclically monotone interpolation and empirical center-outward distribution functions
Barrio, Eustasio del; Cuesta Albertos, Juan; Hallin, Marc; … - 2018
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012065291
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Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen; Chuang, I-Yuan - In: Applied economics 53 (2021) 4, pp. 482-494
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012416070
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A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
Racine, Jeffrey - 2017
A number of tests have been proposed for assessing the location-scale assumption that is often invoked by practitioners. Existing approaches include Kolmogorov-Smirnov and Cramer-von-Mises statistics that each involve measures of divergence between unknown joint distribution functions and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012949661
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Inference on distribution functions under measurement error
Adusumilli, Karun; Otsu, Taisuke; Whang, Yoon-jae - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011889204
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A smooth nonparametric, multivariate, mixed-data location-scale test
Racine, Jeffrey; Van Keilegom, Ingrid - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011718537
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Creaming - and the depletion of resources : a Bayesian data analysis
Lillestøl, Jostein; Sinding-Larsen, Richard - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011752694
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Order invariant evaluation of multivariate density forecasts
Dovern, Jonas; Manner, Hans - 2016
We derive new tests for proper calibration of multivariate density forecasts based on Rosenblatt probability integral transforms. These tests have the advantage that they i) do not depend on the ordering of variables in the forecasting model, ii) are applicable to densities of arbitrary...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011453093
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Weibull wind worth : wait and watch?
Lillestøl, Jostein - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011422675
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Non-parametric estimation of conditional densities : a new method
Otneim, Håkon; Tjostheim, Dag - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011575737
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Measuring batting consistency and comparing batting greats in test cricket : innovative applications of statistical tools
Sarkar, Sahadeb; Banerjee, Anirban - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011654136
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Asymptotic theory for Beta-t-GARCH
Ito, Ryoko - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011455742
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Non-Parametric Estimation of Conditional Densities : A New Method
Otneim, Håkon - 2016
Let X = (X1,...,Xp) be a stochastic vector having joint density function fX(x) with partitions X1 = (X1,...,Xk) and X2 = (Xk 1,...,Xp). A new method for estimating the conditional density function of X1 given X2 is presented. It is based on locally Gaussian approximations, but simplified in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012977928
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Stetigkeit in der Statistik
Huschens, Stefan - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013441251
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From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Rossi, Barbara; Ganics, Gergely; Sekhposyan, Tatevik - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012196192
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A smooth nonparametric, multivariate, mixed-data location-scale test
Racine, Jeffrey; Van Keilegom, Ingrid - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 784-795
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012313370
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Das Gesetz der Ansteckung : was Pandemien, Börsencrashs und Fake News gemein haben
Kucharski, Adam - 2020 - 1. Auflage
Der Autor war mit seinem Team u.a. aktiv an der Bekämpfung der letzten Ebola-Epidemie in Afrika beteiligt. In seinem Buch geht es am Rand auch um Beispiele von Pandemien oder Krankheiten wie der Spanischen Grippe, Zika oder Cholera, doch hauptsächlich wird die These erläutert, welche...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012302039
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Distance-based measures of spatial concentration : introducing a relative density function
Lang, Gabriel; Marcon, Eric; Puech, Florence - In: The annals of regional science : an international … 64 (2020) 2, pp. 243-265
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012252927
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Bayesian nonparametric calibration and combination of predictive distributions
Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010507821
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Essays on pricing kernel estimation, option data filtering and risk-neutral density tail estimation
Meier, Pirmin - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010511452
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Beta-creaming
Lillestøl, Jostein; Sinding-Larsen, Richard - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010515234
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EuroMInd-D : a density estimate of monthly gross domestic product for the euro area
Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - 2015
EuroMInd-D is a density estimate of monthly gross domestic product (GDP) constructed according to a bottom-up approach, pooling the density estimates of eleven GDP components, by output and expenditure type. The components density estimates are obtained from a medium-size dynamic factor model of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010502772
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On the modeling of size distributions when technologies are complex
Growiec, Jakub - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010482160
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Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul; Rodriguez, Gabriel - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011415340
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EuroMInd-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011516998
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A statistical equilibrium approach to the distribution of profit rates
Scharfenaker, Ellis; Semieniuk, Gregor - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011456259
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Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Bassetti, Federico - 2015
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan and Gneiting (2010) and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013027970
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Beta-Creaming
Lillestol, Jostein; Sinding-Larsen, Richard - 2015
This paper considers sampling proportional to expected size from a partly unknown distribution. The applied context is the exploration for undiscovered resources, like oil accumulations in different deposits, where the most promising deposits are likely to be drilled first, based on some...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014036395
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Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Bassetti, Federico - 2015
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan and Gneiting (2010) and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013023291
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Distributional modeling of financial systemic risk and income data
Eckernkemper, Tobias - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012021672
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It’s all in the interval : an imperfect measurements approach to estimate bidders’ costs in descending first price sealed bid auctions
Sundström, David - 2014
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010426145
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Estimation of continuous time models driven by Lévy Processes
Floor Brix, Anne - 2014
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011369534
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Agglomeration Economies in Classical Music
Borowiecki, Karol Jan - 2013
This study investigates agglomeration effects for classical music production in a wide range of cities for a global sample of composers born between 1750 and 1899. Theory suggests a trade-off between agglomeration economies (peer effects) and diseconomies (peer crowding). I test this hypothesis...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014153622
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What We Can Learn About the Behavior of Firms from the Average Monthly Frequency of Price-Changes : An Application to the UK CPI Data
Dixon, Huw - 2013
In this paper, we see how much the average monthly frequency of price changes ties down the behavior of firms in steady-state in terms of the average length of price-spells across firms. We use the UK CPI data at the aggregate and sectoral level and find that the actual mean is about twice the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013082341
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Agglomeration economies in classical music
Borowiecki, Karol Jan - 2013
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010241551
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What we can learn about the behavior of firms from the average monthly frequency of price-changes : an application to the UK CPI data
Dixon, Huw; Tian, Kun - 2013
The monthly frequency of price-changes is a prominent feature of many studies of the CPI micro-data. In this paper, we see how much this ties down the behavior of price-setters ("firms") in steady-state in terms of the average length of price-spells across firms. We are able to divide an upper...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009738914
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Model choice and size distribution : a Bayequentist approach
Engler, John-Oliver; Baumgärtner, Stefan - 2013
We propose a new three-step model-selection framework for size distributions in empirical data. It generalizes a recent frequentist plausibility-of-fit analysis (Step 1) and combines it with a relative ranking based on the Bayesian Akaike Information Criterion (Step 2). We enhance these...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009712517
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Agglomeration economies in classical music
Borowiecki, Karol Jan - 2013
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010126750
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What we can learn about the behavior of firms from the average monthly frequency of price-changes : an application to the UK CPI data
Dixon, Huw; Tian, Kun - 2013
In this paper, we see how much the average monthly frequency of price changes ties down the behavior of firms in steady-state in terms of the average length of price-spells across firms. We use the UK CPI data at the aggregate and sectoral level and find that the actual mean is about twice the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009736733
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Estimation of flexible fuzzy GARCH models for conditional density estimation
Almeida, Rui Jorge; Baştűrk, Nalan; Kaymak, Uzay; … - 2013
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009781903
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Off the charts : massive unexplained heterogeneity in a global study of ambiguity attitudes
L'Haridon, Olivier; Vieider, Ferdinand M.; Aycinena, Diego - In: The review of economics and statistics 100 (2018) 4, pp. 664-677
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011959841
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Reliability modelling for wear out failure period of a single unit system
Arekar, Kirti; Ailawadi, Satish; Jain, Rinku - In: Journal of statistical and econometric methods 1 (2012) 1, pp. 33-41
The present paper deals with two time-shifted density models for wear out failure period of a single unit system. The study, considered the time-shifted Gamma and Normal distributions. Wear out failures occur as a result of deterioration processes or mechanical wear and its probability of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009769998
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Systemic real and financial risks : measurement, forecasting, and stress testing
De Nicolò, Gianni; Lucchetta, Marcella - 2012
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009572513
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Euromind-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - In: Journal of applied econometrics 32 (2017) 3, pp. 683-703
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011694793
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